+120.5%
DVN vs HST
+75.9%
+44.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +8.0% | -2.8% | +10.8% | +9.3% |
| 3M | +11.9% | -6.5% | +18.4% | +14.5% |
| 6M | +10.6% | +20.7% | -10.1% | -1.8% |
| YTD | +35.4% | +30.5% | +4.9% | +14.8% |
| 1Y | +46.5% | +36.8% | +9.7% | +20.6% |
| 3Y | +3.0% | +65.9% | -62.9% | -26.0% |
| 5Y | +120.5% | +73.9% | +46.6% | +47.1% |
| All | +120.5% | +75.9% | +44.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling